Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47397.94 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45999.95 Kr¶

PnL: ---------------------------------------> -888.62 Kr¶

DD now: ---------------------------------> -2.533 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:12:23.035294'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio¶

Today¶

Return: 0.186 %¶

This Week¶

Return: -1.075 %¶

Total¶

Return: 55.169 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -1.210000 781.200000 108.200000 16.080000 673.000000
SAAB B 8 0.210000 3450.400000 73.400000 2.170000 3377.000000
Nordea Bank Abp 29 0.480000 3500.300000 46.300000 1.340000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.410000 391.400000 36.400000 10.250000 355.000000
Resurs Holding 22 1.330000 601.700000 27.700000 4.830000 573.999998
Intrum 4 1.690000 554.000000 27.000000 5.120000 527.000000
Corem Property Group B 59 0.100000 599.440000 22.440000 3.890000 576.999999
AcadeMedia 12 -0.120000 577.920000 20.920000 3.760000 557.000004
Boozt 12 0.140000 1674.000000 20.000000 1.210000 1653.999996
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Swedbank A 3 0.550000 579.000000 15.000000 2.660000 564.000000
Securitas B 6 1.330000 583.800000 13.800000 2.420000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.120000 3.120000 1.270000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.150000 534.800000 2.800000 0.530000 532.000000
Handelsbanken A 5 0.280000 541.500000 -4.500000 -0.820000 546.000000
Midsona B 63 0.780000 572.670000 -10.330000 -1.770000 582.999984
International Petroleum Corp. 5 3.530000 571.500000 -23.070000 -3.880000 594.565215
Essity B 2 0.110000 549.800000 -24.200000 -4.220000 574.000000
CTEK 13 -4.310000 507.780000 -26.220000 -4.910000 533.999999
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.860000 2750.800000 -220.200000 -7.410000 2971.000006
OX2 18 0.190000 1421.100000 -242.900000 -14.600000 1663.999992
Axfood 13 0.220000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 45999.950000 -888.620000 -2.53332% 46888.564618

Updated:¶

'2023-01-27 11:12:36.497449'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶